Ok! I got some really good info to share. I was able to get my Tesla transferred to me! This only applies if you bought a Tesla from Hertz.
I'll go through what worked and what didn't.
What didn't work:
1. The Hertz Car Sales people are useless. They don't know anything.
2. The Hertz Emergency EV support line tried their hardest. But they don't have access to vehicles that are not currently an active rental.
3. Fidelity (the after-sales support company that Hertz uses) is more than useless. They don't know anything about Teslas, let alone how to transfer ownership. And they take forever to answer your call.
4. Adding a vehicle through the Tesla.com website did not work because it required me to change the vehicle name to a 3-letter code at the last step. Because Hertz locked my car in Guest mode it did not allow me to change the vehicle name. As such, the last step can never be completed. If you are able to change your car's name, maybe it'll work for you and you don't have to go through all the steps below.
What did work:
0. Make sure you already have a Tesla account. You don't need to have any cars or anything in your account. Just create an account at Tesla.com first if you don't already have one. Make sure you are connected to WiFi (tap the antenna icon at the top/right corner and connect to your home WiFi). Hertz Teslas do not have premium connectivity, so the car will not have access to celluar data. Anything that Tesla does on their side needs to be received by your car. So your car must be on WiFi to receive that.
1. Call Tesla's support line at 1-888-518-3752.
2. Choose vehicle support.
3. Explain that you bought a used Tesla from Hertz (3rd party) and your vehicle is in Guest Mode. You want to transfer ownership of the vehicle from Hertz to you.
4. The Tesla agent will ask for your Tesla account email, the car's VIN, and other information. They will send you an email requesting some more information, such as the VIN again, email address, home address, phone number, and you will need to attach photos of your driver license and bill of sale/registration/something that shows you own the car. Tip: Take good pictures with your phone. Don't send dark, fuzzy, out of focus pictures. Do it right the first time so you don't have to do it again.
5. Reply to the email and send all requested info to Tesla. The case number is in the subject line of the email, so don't change anything in the subject line.
6. The agent should receive it right away and start the process.
7. Shortly after you should get an automated email from Tesla saying that a vehicle was added to your account. For me, it took maybe 5 minutes and I got the email. I verified at Tesla.com that the car with my VIN was in fact in my account.
8. Thank the agent and continue to the next step inside your car.
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9. On the touchscreen, tap the car icon at the bottom/left corner.
10. Tap Control - Service - Factory Reset (you may have to scroll down if your screen is set to Large Text).
11. It'll ask for your Tesla login. Enter the email and password for your Tesla account.
12. The screen will go dark for a couple of minutes. Then you'll see the "T" logo as the computer starts up and eventually you'll see the main screen.
13. Since everything was reset, you might need your Key Card/Key Fob (your phone key was reset) and you can begin to set everything up again. Don't forget to set up WiFi first. While I was changing some settings, the screen blinked and the "T" logo came up like it just rebooted. I thought that was kind of strange. I don't know why it did that, but everything was fine afterwards.